-90.1%
MARA vs VALE
+77.6%
-167.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.7% |
| 7D | +15.6% | +2.9% | +12.7% | +13.9% |
| 30D | +17.2% | +8.8% | +8.4% | +12.8% |
| 3M | -14.2% | +6.8% | -20.9% | -16.4% |
| 6M | +47.7% | +6.9% | +40.8% | +43.9% |
| YTD | +31.7% | +22.8% | +8.9% | +20.7% |
| 1Y | -22.2% | +61.3% | -83.4% | -36.9% |
| 3Y | +8.4% | +53.3% | -44.9% | -10.5% |
| 5Y | -68.3% | +44.9% | -113.1% | -73.6% |
| 10Y | -74.9% | +486.8% | -561.6% | -85.4% |
| All | -90.1% | +77.6% | -167.8% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling